Anic Equity¶

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Total return since start: 0.618 %¶

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Equity now: -----------------------------> 49418.47 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45357.26 Kr¶

PnL: ---------------------------------------> 301.26 Kr¶

DD now: ---------------------------------> -6.969 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 12:16:47.226230'

Anic Portfolio¶

This Week¶

Return: 0.208 %¶

Total portfolio value¶

Return including deposits: 61.741 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.530000 1669.680000 200.680000 13.660000 1468.999998
Sedana Medical 93 5.290000 2704.440000 183.440000 7.280000 2521.000011
Orrön Energy 180 5.380000 2167.200000 124.200000 6.080000 2043.000000
Platzer Fastigheter Holding B 12 5.450000 1022.400000 61.400000 6.390000 960.999996
Atrium Ljungberg B 5 4.360000 994.000000 59.000000 6.310000 935.000000
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
JM 6 3.010000 904.200000 40.200000 4.650000 864.000000
Catena 2 3.490000 831.200000 39.200000 4.950000 792.000000
Sagax B 4 3.000000 892.800000 38.800000 4.540000 854.000000
Hoist Finance 35 0.870000 1013.250000 33.250000 3.390000 980.000000
Hexatronic Group 12 1.830000 985.920000 18.920000 1.960000 966.999996
Gränges 9 1.940000 945.900000 17.900000 1.930000 927.999999
BioGaia B 8 1.200000 945.600000 15.600000 1.680000 930.000000
Bilia A 8 1.510000 913.600000 13.600000 1.510000 900.000000
Clas Ohlson B 12 0.060000 975.000000 2.000000 0.210000 972.999996
HEXPOL B 9 -0.530000 1022.400000 1.400000 0.140000 1020.999996
AcadeMedia 8 0.500000 402.800000 0.800000 0.200000 402.000000
Byggmax Group 33 0.000000 953.040000 -2.960000 -0.310000 956.000001
EQT 4 -0.050000 827.600000 -4.400000 -0.530000 832.000000
OX2 13 0.280000 943.150000 -6.850000 -0.720000 949.999999
ASSA ABLOY B 3 -1.080000 767.400000 -11.600000 -1.490000 779.000001
Biotage 7 -1.480000 928.900000 -12.100000 -1.290000 940.999997
Alimak Group 11 -0.240000 915.200000 -12.800000 -1.380000 927.999996
Nordic Waterproofing Holding 7 0.300000 946.400000 -20.600000 -2.130000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
VEF 909 0.400000 1825.270000 -24.730000 -1.340000 1850.000436
SKF B 5 -2.410000 909.500000 -30.500000 -3.240000 940.000000
Addnode Group B 11 -1.530000 887.700000 -33.300000 -3.620000 921.000003
Latour B 4 -0.440000 814.400000 -42.600000 -4.970000 857.000000
Indutrade 5 0.990000 1172.500000 -45.500000 -3.740000 1218.000000
Vitec Software Group B 2 -0.480000 1037.000000 -50.000000 -4.600000 1087.000000
Hexagon B 26 0.350000 3402.100000 -58.900000 -1.700000 3461.000010
INVISIO 16 0.670000 3624.000000 -65.000000 -1.760000 3689.000000
Bufab 3 -2.110000 1030.800000 -78.200000 -7.050000 1109.000001
BHG Group 97 1.650000 1377.400000 -81.600000 -5.590000 1458.999989
TOTAL 45345.950000 289.950000 -6.99316% 45056.000411

Updated:¶

'2023-07-04 12:14:55.566192'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶